Potential problems in estimating bilinear time-series models

Authors: Brunner A.D.; Hess G.D.¹

Source: Journal of Economic Dynamics and Control, Volume 19, Number 4, May 1995 , pp. 663-681(19)

Publisher: Elsevier

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Keywords: Nonlinear time-series models; Bilinear time-series models; Finite-sample distributions; [JEL classification codes] C12; [JEL classification codes] C13; [JEL classification codes] C22

Language: English

Document Type: Research article

DOI: 10.1016/0165-1889(94)00798-M

Affiliations: 1: Department of Economics, University of Kansas, Lawrence, KS 66045-2113, USA

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